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Operations research

Course title: Operations research

Code: FEIT01L022

Number of credits (ECTS): 6

Weekly number of classes: 2+2+1+0

Prerequisite for enrollment of the subject: None

Course goals/Competences: Learning the goals and methods of operations research and field of their application.

Ability to solve problems of mass servicing, optimization of given goal function, project analysis. Management of economic, financial, industrial and other types of organizations. Management in military or government.

Total available number of classes: 180

Curriculum: Introduction to operations research: Classification, Constructing and solving mathematical models, Simulation and validation of constructed models. Network models and process control. Analysis using the Critical path method, Analysis using the Project evaluation and review techniques. Linear programming methods and static optimization, Simplex method, Dual problem of linear programming, Transport problems, Geometrical and matrix model representation. Game theory, Min-max criteria, Saddle point, Mathematical optimization of prisoner’s dilemma, Zero-sum and non-zero-sum games, Cooperative and non-cooperative strategies, Possibility tree analysis of chess, Basics of artificial intelligence. Optimization stock model. Theory of mass servicing and queuing theory. Replacement theory. Optimization in serial and combined manufacturing. Monte Carlo simulation method and American flag problem. Basics of nonlinear programming. Davidon–Fletcher–Powell formula. Proposal of new method for some static and dynamic systems. Developing a software solution and preparing of documentation.